from .____init___1 import * import typing import System.Threading import System import QuantConnect.Securities import QuantConnect.Orders.Serialization import QuantConnect.Orders.Fees import QuantConnect.Orders import QuantConnect.Interfaces import QuantConnect.Algorithm.Framework.Portfolio import QuantConnect import Newtonsoft.Json.Linq import Newtonsoft.Json import datetime # no functions # classes class OrderProperties(System.object, QuantConnect.Interfaces.IOrderProperties): """ Contains additional properties and settings for an order OrderProperties() """ def Clone(self) -> QuantConnect.Interfaces.IOrderProperties: pass TimeInForce: QuantConnect.Orders.TimeInForce class BitfinexOrderProperties(QuantConnect.Orders.OrderProperties, QuantConnect.Interfaces.IOrderProperties): """ Contains additional properties and settings for an order submitted to Bitfinex brokerage BitfinexOrderProperties() """ def Clone(self) -> QuantConnect.Interfaces.IOrderProperties: pass Hidden: bool PostOnly: bool class OrderRequest(System.object): """ Represents a request to submit, update, or cancel an order """ def SetResponse(self, response: QuantConnect.Orders.OrderResponse, status: QuantConnect.Orders.OrderRequestStatus) -> None: pass def ToString(self) -> str: pass def __init__(self, *args): #cannot find CLR constructor pass OrderId: int OrderRequestType: QuantConnect.Orders.OrderRequestType Response: QuantConnect.Orders.OrderResponse Status: QuantConnect.Orders.OrderRequestStatus Tag: str Time: datetime.datetime class CancelOrderRequest(QuantConnect.Orders.OrderRequest): """ Defines a request to cancel an order CancelOrderRequest(time: DateTime, orderId: int, tag: str) """ def ToString(self) -> str: pass def __init__(self, time: datetime.datetime, orderId: int, tag: str) -> QuantConnect.Orders.CancelOrderRequest: pass OrderRequestType: QuantConnect.Orders.OrderRequestType class GDAXOrderProperties(QuantConnect.Orders.OrderProperties, QuantConnect.Interfaces.IOrderProperties): """ Contains additional properties and settings for an order submitted to GDAX brokerage GDAXOrderProperties() """ def Clone(self) -> QuantConnect.Interfaces.IOrderProperties: pass PostOnly: bool class InteractiveBrokersOrderProperties(QuantConnect.Orders.OrderProperties, QuantConnect.Interfaces.IOrderProperties): """ Contains additional properties and settings for an order submitted to Interactive Brokers InteractiveBrokersOrderProperties() """ def Clone(self) -> QuantConnect.Interfaces.IOrderProperties: pass Account: str FaGroup: str FaMethod: str FaPercentage: int FaProfile: str class Order(System.object): """ Order struct for placing new trade """ def ApplyUpdateOrderRequest(self, request: QuantConnect.Orders.UpdateOrderRequest) -> None: pass def Clone(self) -> QuantConnect.Orders.Order: pass @staticmethod def CreateOrder(request: QuantConnect.Orders.SubmitOrderRequest) -> QuantConnect.Orders.Order: pass @staticmethod def FromSerialized(serializedOrder: QuantConnect.Orders.Serialization.SerializedOrder) -> QuantConnect.Orders.Order: pass def GetValue(self, security: QuantConnect.Securities.Security) -> float: pass def ToString(self) -> str: pass def __init__(self, *args): #cannot find CLR constructor pass AbsoluteQuantity: float BrokerId: typing.List[str] CanceledTime: typing.Optional[datetime.datetime] ContingentId: int CreatedTime: datetime.datetime Direction: QuantConnect.Orders.OrderDirection Id: int IsMarketable: bool LastFillTime: typing.Optional[datetime.datetime] LastUpdateTime: typing.Optional[datetime.datetime] OrderSubmissionData: QuantConnect.Orders.OrderSubmissionData Price: float PriceCurrency: str Properties: QuantConnect.Interfaces.IOrderProperties Quantity: float SecurityType: QuantConnect.SecurityType Status: QuantConnect.Orders.OrderStatus Symbol: QuantConnect.Symbol Tag: str Time: datetime.datetime TimeInForce: QuantConnect.Orders.TimeInForce Type: QuantConnect.Orders.OrderType Value: float class LimitOrder(QuantConnect.Orders.Order): """ Limit order type definition LimitOrder() LimitOrder(symbol: Symbol, quantity: Decimal, limitPrice: Decimal, time: DateTime, tag: str, properties: IOrderProperties) """ def ApplyUpdateOrderRequest(self, request: QuantConnect.Orders.UpdateOrderRequest) -> None: pass def Clone(self) -> QuantConnect.Orders.Order: pass def ToString(self) -> str: pass @typing.overload def __init__(self) -> QuantConnect.Orders.LimitOrder: pass @typing.overload def __init__(self, symbol: QuantConnect.Symbol, quantity: float, limitPrice: float, time: datetime.datetime, tag: str, properties: QuantConnect.Interfaces.IOrderProperties) -> QuantConnect.Orders.LimitOrder: pass def __init__(self, *args) -> QuantConnect.Orders.LimitOrder: pass LimitPrice: float Type: QuantConnect.Orders.OrderType class MarketOnCloseOrder(QuantConnect.Orders.Order): """ Market on close order type - submits a market order on exchange close MarketOnCloseOrder() MarketOnCloseOrder(symbol: Symbol, quantity: Decimal, time: DateTime, tag: str, properties: IOrderProperties) """ def Clone(self) -> QuantConnect.Orders.Order: pass @typing.overload def __init__(self) -> QuantConnect.Orders.MarketOnCloseOrder: pass @typing.overload def __init__(self, symbol: QuantConnect.Symbol, quantity: float, time: datetime.datetime, tag: str, properties: QuantConnect.Interfaces.IOrderProperties) -> QuantConnect.Orders.MarketOnCloseOrder: pass def __init__(self, *args) -> QuantConnect.Orders.MarketOnCloseOrder: pass Type: QuantConnect.Orders.OrderType DefaultSubmissionTimeBuffer: TimeSpan class MarketOnOpenOrder(QuantConnect.Orders.Order): """ Market on Open order type, submits a market order when the exchange opens MarketOnOpenOrder() MarketOnOpenOrder(symbol: Symbol, quantity: Decimal, time: DateTime, tag: str, properties: IOrderProperties) """ def Clone(self) -> QuantConnect.Orders.Order: pass @typing.overload def __init__(self) -> QuantConnect.Orders.MarketOnOpenOrder: pass @typing.overload def __init__(self, symbol: QuantConnect.Symbol, quantity: float, time: datetime.datetime, tag: str, properties: QuantConnect.Interfaces.IOrderProperties) -> QuantConnect.Orders.MarketOnOpenOrder: pass def __init__(self, *args) -> QuantConnect.Orders.MarketOnOpenOrder: pass Type: QuantConnect.Orders.OrderType class MarketOrder(QuantConnect.Orders.Order): """ Market order type definition MarketOrder() MarketOrder(symbol: Symbol, quantity: Decimal, time: DateTime, tag: str, properties: IOrderProperties) """ def Clone(self) -> QuantConnect.Orders.Order: pass @typing.overload def __init__(self) -> QuantConnect.Orders.MarketOrder: pass @typing.overload def __init__(self, symbol: QuantConnect.Symbol, quantity: float, time: datetime.datetime, tag: str, properties: QuantConnect.Interfaces.IOrderProperties) -> QuantConnect.Orders.MarketOrder: pass def __init__(self, *args) -> QuantConnect.Orders.MarketOrder: pass Type: QuantConnect.Orders.OrderType class OptionExerciseOrder(QuantConnect.Orders.Order): """ Option exercise order type definition OptionExerciseOrder() OptionExerciseOrder(symbol: Symbol, quantity: Decimal, time: DateTime, tag: str, properties: IOrderProperties) """ def Clone(self) -> QuantConnect.Orders.Order: pass @typing.overload def __init__(self) -> QuantConnect.Orders.OptionExerciseOrder: pass @typing.overload def __init__(self, symbol: QuantConnect.Symbol, quantity: float, time: datetime.datetime, tag: str, properties: QuantConnect.Interfaces.IOrderProperties) -> QuantConnect.Orders.OptionExerciseOrder: pass def __init__(self, *args) -> QuantConnect.Orders.OptionExerciseOrder: pass Type: QuantConnect.Orders.OrderType class OrderDirection(System.Enum, System.IConvertible, System.IFormattable, System.IComparable): """ Direction of the order enum OrderDirection, values: Buy (0), Hold (2), Sell (1) """ value__: int Buy: 'OrderDirection' Hold: 'OrderDirection' Sell: 'OrderDirection' class OrderError(System.Enum, System.IConvertible, System.IFormattable, System.IComparable): """ Specifies the possible error states during presubmission checks enum OrderError, values: CanNotUpdateFilledOrder (-8), GeneralError (-7), InsufficientCapital (-4), MarketClosed (-3), MaxOrdersExceeded (-5), NoData (-2), None (0), TimestampError (-6), ZeroQuantity (-1) """ value__: int CanNotUpdateFilledOrder: 'OrderError' GeneralError: 'OrderError' InsufficientCapital: 'OrderError' MarketClosed: 'OrderError' MaxOrdersExceeded: 'OrderError' NoData: 'OrderError' TimestampError: 'OrderError' ZeroQuantity: 'OrderError' None_: 'OrderError' class OrderEvent(System.object): """ Order Event - Messaging class signifying a change in an order state and record the change in the user's algorithm portfolio OrderEvent() OrderEvent(orderId: int, symbol: Symbol, utcTime: DateTime, status: OrderStatus, direction: OrderDirection, fillPrice: Decimal, fillQuantity: Decimal, orderFee: OrderFee, message: str) OrderEvent(order: Order, utcTime: DateTime, orderFee: OrderFee, message: str) """ def Clone(self) -> QuantConnect.Orders.OrderEvent: pass @staticmethod def FromSerialized(serializedOrderEvent: QuantConnect.Orders.Serialization.SerializedOrderEvent) -> QuantConnect.Orders.OrderEvent: pass def ToString(self) -> str: pass @typing.overload def __init__(self) -> QuantConnect.Orders.OrderEvent: pass @typing.overload def __init__(self, orderId: int, symbol: QuantConnect.Symbol, utcTime: datetime.datetime, status: QuantConnect.Orders.OrderStatus, direction: QuantConnect.Orders.OrderDirection, fillPrice: float, fillQuantity: float, orderFee: QuantConnect.Orders.Fees.OrderFee, message: str) -> QuantConnect.Orders.OrderEvent: pass @typing.overload def __init__(self, order: QuantConnect.Orders.Order, utcTime: datetime.datetime, orderFee: QuantConnect.Orders.Fees.OrderFee, message: str) -> QuantConnect.Orders.OrderEvent: pass def __init__(self, *args) -> QuantConnect.Orders.OrderEvent: pass AbsoluteFillQuantity: float Direction: QuantConnect.Orders.OrderDirection FillPrice: float FillPriceCurrency: str FillQuantity: float Id: int IsAssignment: bool LimitPrice: typing.Optional[float] Message: str OrderFee: QuantConnect.Orders.Fees.OrderFee OrderId: int Quantity: float Status: QuantConnect.Orders.OrderStatus StopPrice: typing.Optional[float] Symbol: QuantConnect.Symbol UtcTime: datetime.datetime